Loss given default

Results: 728



#Item
591Bank regulation / Basel II / Financial risk / United States housing bubble / Loss given default / Standardized approach / Credit risk / Exposure at default / RiskMetrics / Financial regulation / Finance / Financial economics

Sveriges Riksbank Working Paper Series Capital Charges under Basel II: Corporate Credit Risk Modelling and the Macro Economy

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Source URL: www.riksbank.se

Language: English - Date: 2004-03-18 16:39:28
592Risk management / Risk / Business / Financial regulation / Loss given default / Operational risk / Financial risk / Standardized approach / Internal Ratings-Based Approach / Basel II / Ethics / Actuarial science

EXPLANATORY NOTES TO THE TEMPLATES  These  explanatory  notes  present  a  very  brief  summary  of  the  contents  of  each  template.  As  a  result  of  the  application  of  the  principles

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Source URL: www.eba.europa.eu

Language: English - Date: 2014-04-30 10:26:28
593Exposure at default / Mortgage loan / Finance / Business / Financial system / Internal Ratings-Based Approach / Basel II / Financial regulation / Loss given default

CEBS QIS FAQs 22 April 2010 Frequently asked questions on the comprehensive quantitative impact study - EU specific annex This document provides answers to technical and interpretive questions raised by

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Source URL: www.c-ebs.org

Language: English - Date: 2014-02-24 09:14:01
594Bank / Loss given default

EUROFINAS European Federation of Finance House Associations 267, Av. de Tervuren B – 1150 Bruxelles +[removed]Fax : +[removed]

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Source URL: www.eba.europa.eu

Language: English - Date: 2008-09-10 20:00:00
595Risk management / Financial economics / Actuarial science / Capital Requirements Directive / European Union / Prudential Regulation Authority / Loss given default / Risk / Ethics / Systemic risk

Consultation Paper | CP12/14 CRD IV: updates for credit risk mitigation, credit risk, governance and market risk June 2014

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Source URL: www.bankofengland.co.uk

Language: English - Date: 2014-06-30 05:53:53
596Financial system / Markets in Financial Instruments Directive / Capital Adequacy Directive / Factoring / Financial capital / Loss given default / Financial regulation / Finance / Business

FCA[removed]HANDBOOK ADMINISTRATION (NO 33) INSTRUMENT 2014 Powers exercised A.

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Source URL: media.fshandbook.info

Language: English - Date: 2014-03-27 14:13:00
597United States housing bubble / Financial risk / Basel II / Bank regulation / Financial services / Credit risk / Loss given default / Collateralized debt obligation / Exposure at default / Financial economics / Finance / Economics

Annex to the Report on Industry Practices for Large Exposures  National summary reports  List of member states  Austria .................................................................................

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Source URL: www.eba.europa.eu

Language: English - Date: 2008-06-24 20:00:00
598Finance / Credit risk / Basel II / Loss given default / Credit rating agency / Euro / Stress testing / Central bank / Systematic risk / Financial economics / Financial risk / Economics

Assessing portfolio credit risk changes in a sample of EU large and complex banking groups in reaction to macroeconomic shocks

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Source URL: www.ecb.europa.eu

Language: English - Date: 2009-10-22 05:45:04
599Exposure / Finance / Financial economics / Business / Internal Ratings-Based Approach / Financial regulation / Loss given default / Capital requirement

Microsoft Word - CEBS[removed]_Annex IV of the draft final report on large exposures_.doc

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Source URL: www.eba.europa.eu

Language: English - Date: 2008-06-24 20:00:00
600Business / Economic systems / Financial markets / Economic bubbles / Financial crises / Credit risk / Stress testing / Loss given default / Systematic risk / Economics / Financial risk / Financial economics

Linking economic shocks and financial vulnerability in Kazakhstan: A portfolio model as a stress testing tool. Natalia Podlich ∗

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Source URL: www.cass.city.ac.uk

Language: English - Date: 2015-03-02 11:00:27
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